+21.3%
BAC vs URA
+27.7%
-6.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.4% |
| 7D | +1.5% | +4.5% | -2.9% | +0.6% |
| 30D | -6.4% | -13.4% | +7.0% | -3.8% |
| 3M | -21.7% | -28.4% | +6.7% | -16.8% |
| 6M | +0.5% | -40.5% | +41.0% | +10.2% |
| YTD | -6.7% | -24.3% | +17.6% | -4.4% |
| 1Y | -4.7% | -28.8% | +24.2% | -1.2% |
| 3Y | +96.1% | +37.6% | +58.5% | +63.6% |
| All | +21.3% | +27.7% | -6.3% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling